Absolutely we do. An uncalibrated human risk perception is completely screwed up. Instinctively we fear things that are safe, and do not fear things that actually do kill us.
At the same time, calibrating risk perception is easy. "The Unthinkable" by Amanda Ripley is probably the best book that I've read about it, a real eye opener.
The only problem is that a human with calibrated risk perception makes a poor compulsive consumer and voter 🤷